I'm trying to create an installer with an WPF-Project GUI. My current Problem is, that I can't update my Progressbar.Is there a way how to do this by using MsiConnection.Instance? Or is there another way how to do this?

This should be possible using MsiConnection.Instance.Progress event. The way Windows Installer sends progress messages is somewhat complicated. The following code (coming from InstallationProgress control) should give you some hints as to how you own progress bar should be implemented (not sure if all used methods are public, but you get the idea). Please let me know if you have further questions.